I don't have a docking station, but I do own Bose headphones and can't find a better set! I have the Bose QuietComfort 2 Acoustic Noise Cancelling Headphones and you would not believe the difference in the sound! E-bay has some used ones for sale...that look in good shape. Also, you can use Amex points to get new ones if you're interested, they really do make all the difference in sound.
As far as covers go...just think about where you'll be going/doing with your iPod and get features that you'll use. You want to protect the face from getting scratched, that's for sure. There is now a company that will repair your iPod in case you ever need it....just saw that on some news show. (I haven't looked up the site yet)
Swalker